+383.0%
DIS vs SBAC
+2,208.1%
-1,825.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | +3.5% | +6.9% | -3.4% | +2.5% |
| 3M | +6.8% | -8.2% | +15.1% | +8.0% |
| 6M | +3.0% | -1.6% | +4.6% | +2.6% |
| YTD | -6.7% | -0.1% | -6.6% | -7.4% |
| 1Y | -10.1% | -0.5% | -9.6% | -10.7% |
| 3Y | +33.0% | -9.1% | +42.1% | +32.4% |
| 5Y | -40.0% | -43.8% | +3.8% | -36.3% |
| 10Y | +21.1% | +80.5% | -59.5% | +7.7% |
| All | +383.0% | +2,208.1% | -1,825.1% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling